Hari Rozental

Ryedale Inc.

2120 University Avenue

Berkeley, CA94704

United States

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Scholarly Papers (1)

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ETF Arbitrage and International Diversification

AFA 2022 Annual Meeting, WBS Finance Group Research Paper No. 260
Number of pages: 70 Posted: 10 Dec 2018 Last Revised: 16 Feb 2022
Washington University in St. Louis - John M. Olin Business School, University of Warwick - Finance Group and Ryedale Inc.
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Abstract:

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ETFs, equity market correlation, limits to arbitrage, VIX.